Although, excessive caloric intake is known to cause cognitive impairment, the possible mechanism behind this phenomenon is still unknown. Several studies have reported subunit composition changes in hippocampal N-methyl-D-aspartate (NMDA) receptors in rats fed a high-fat diet (HFD). The aim of this study was to test whether potential changes in hippocampal NMDA receptor subunits, which could occur as a result of a HFD, were associated with cognitive impairment, and to investigate their relationship with transforming growth factor-beta 1 (TGF-β1), a cytokine associated with inflammatory events and oxidative stress, which both have been shown to increase obesity. Two groups of rats were formed, one fed a HFD and the other standard chow. After feeding for 23 weeks, the rats’ cognitive functions were evaluated using the Morris water maze test. The hippocampi of rats were homogenized and the density of NR2A and NR2B subunits of NMDA receptors was determined. Serum levels of TGF-β1 and malondialdehyde (MDA) were measured. While feeding a HFD caused cognitive impairment, decreased production of the hippocampal NR2B subunit protein, as well as increased serum TGF-β1 and MDA levels, it did not affect the production of the hippocampal NR2A subunit. In addition, a significant correlation was observed between impaired cognitive function and decreased NR2B concentration and increased MDA and TGF-β1 serum levels. Structural changes are likely to occur at the receptor level in the hippocampus as a result of events that increase oxidative stress and TGF-β1 levels in rats fed a HFD, thereby adversely affecting cognitive functions. TGF-β1 may be a signalling molecule that triggers cognitive impairment.